Fundamentals of Stochastic Signals, Systems and Estimation Theory
Fundamentals of Stochastic Signals, Systems and Estimation Theory

Author: Branko Kovacevic

Publisher: Springer

Published: 2008-09-08

Total Pages: 380

ISBN-13: 9783540709909

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The main theme of this book deals with fundamental concepts underlying stochastic signal or linear stochastic systems, their modelling and analysis as well as model-based signal processing. Many examples are included to illustrate the concepts of this book.

Fundamentals of Statistical Signal Processing
Fundamentals of Statistical Signal Processing

Author: Steven M. Kay

Publisher: Pearson Education

Published: 2013

Total Pages: 496

ISBN-13: 013280803X

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"For those involved in the design and implementation of signal processing algorithms, this book strikes a balance between highly theoretical expositions and the more practical treatments, covering only those approaches necessary for obtaining an optimal estimator and analyzing its performance. Author Steven M. Kay discusses classical estimation followed by Bayesian estimation, and illustrates the theory with numerous pedagogical and real-world examples."--Cover, volume 1.

Robust Digital Processing of Speech Signals
Robust Digital Processing of Speech Signals

Author: Branko Kovacevic

Publisher: Springer

Published: 2017-06-06

Total Pages: 233

ISBN-13: 3319536133

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This book focuses on speech signal phenomena, presenting a robustification of the usual speech generation models with regard to the presumed types of excitation signals, which is equivalent to the introduction of a class of nonlinear models and the corresponding criterion functions for parameter estimation. Compared to the general class of nonlinear models, such as various neural networks, these models possess good properties of controlled complexity, the option of working in “online” mode, as well as a low information volume for efficient speech encoding and transmission. Providing comprehensive insights, the book is based on the authors’ research, which has already been published, supplemented by additional texts discussing general considerations of speech modeling, linear predictive analysis and robust parameter estimation.

Adaptive Digital Filters
Adaptive Digital Filters

Author: Branko Kovačević

Publisher: Springer Science & Business Media

Published: 2013-06-21

Total Pages: 221

ISBN-13: 3642335616

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“Adaptive Digital Filters” presents an important discipline applied to the domain of speech processing. The book first makes the reader acquainted with the basic terms of filtering and adaptive filtering, before introducing the field of advanced modern algorithms, some of which are contributed by the authors themselves. Working in the field of adaptive signal processing requires the use of complex mathematical tools. The book offers a detailed presentation of the mathematical models that is clear and consistent, an approach that allows everyone with a college level of mathematics knowledge to successfully follow the mathematical derivations and descriptions of algorithms. The algorithms are presented in flow charts, which facilitates their practical implementation. The book presents many experimental results and treats the aspects of practical application of adaptive filtering in real systems, making it a valuable resource for both undergraduate and graduate students, and for all others interested in mastering this important field.

Applications and Optimizations of Kalman Filter and Their Variants
Applications and Optimizations of Kalman Filter and Their Variants

Author: Asadullah Khalid

Publisher: BoD – Books on Demand

Published: 2024-07-17

Total Pages: 204

ISBN-13: 0854665668

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Applications and Optimizations of Kalman Filter and Their Variants is a comprehensive exploration of Kalman filters’ diverse applications and refined optimizations across various domains. It meticulously examines their role in microgrid management, offering adaptive estimation techniques for effective control strategies. The book then delves into distribution system state estimation, showcasing an innovative stochastic programming model using extended Kalman filters for reliable monitoring and control. In the realm of financial modeling, readers gain insights into how Kalman filters enhance trading strategies like pairs trading and partial co-integration, bridging finance and analytics. Moreover, the book discusses Kalman filter optimization, addressing challenges in object tracking and error reduction with techniques like dynamic stochastic approximation algorithms and M-robust estimates. With practical examples and interdisciplinary approaches, this book serves as a valuable resource for researchers, practitioners, and students looking to harness Kalman filter techniques for enhanced efficiency and accuracy across diverse fields.

An Introduction to Statistical Signal Processing
An Introduction to Statistical Signal Processing

Author: Robert M. Gray

Publisher: Cambridge University Press

Published: 2004-12-02

Total Pages: 479

ISBN-13: 1139456288

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This book describes the essential tools and techniques of statistical signal processing. At every stage theoretical ideas are linked to specific applications in communications and signal processing using a range of carefully chosen examples. The book begins with a development of basic probability, random objects, expectation, and second order moment theory followed by a wide variety of examples of the most popular random process models and their basic uses and properties. Specific applications to the analysis of random signals and systems for communicating, estimating, detecting, modulating, and other processing of signals are interspersed throughout the book. Hundreds of homework problems are included and the book is ideal for graduate students of electrical engineering and applied mathematics. It is also a useful reference for researchers in signal processing and communications.

Principles of System Identification
Principles of System Identification

Author: Arun K. Tangirala

Publisher: CRC Press

Published: 2018-10-08

Total Pages: 881

ISBN-13: 143989602X

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Master Techniques and Successfully Build Models Using a Single Resource Vital to all data-driven or measurement-based process operations, system identification is an interface that is based on observational science, and centers on developing mathematical models from observed data. Principles of System Identification: Theory and Practice is an introductory-level book that presents the basic foundations and underlying methods relevant to system identification. The overall scope of the book focuses on system identification with an emphasis on practice, and concentrates most specifically on discrete-time linear system identification. Useful for Both Theory and Practice The book presents the foundational pillars of identification, namely, the theory of discrete-time LTI systems, the basics of signal processing, the theory of random processes, and estimation theory. It explains the core theoretical concepts of building (linear) dynamic models from experimental data, as well as the experimental and practical aspects of identification. The author offers glimpses of modern developments in this area, and provides numerical and simulation-based examples, case studies, end-of-chapter problems, and other ample references to code for illustration and training. Comprising 26 chapters, and ideal for coursework and self-study, this extensive text: Provides the essential concepts of identification Lays down the foundations of mathematical descriptions of systems, random processes, and estimation in the context of identification Discusses the theory pertaining to non-parametric and parametric models for deterministic-plus-stochastic LTI systems in detail Demonstrates the concepts and methods of identification on different case-studies Presents a gradual development of state-space identification and grey-box modeling Offers an overview of advanced topics of identification namely the linear time-varying (LTV), non-linear, and closed-loop identification Discusses a multivariable approach to identification using the iterative principal component analysis Embeds MATLAB® codes for illustrated examples in the text at the respective points Principles of System Identification: Theory and Practice presents a formal base in LTI deterministic and stochastic systems modeling and estimation theory; it is a one-stop reference for introductory to moderately advanced courses on system identification, as well as introductory courses on stochastic signal processing or time-series analysis.The MATLAB scripts and SIMULINK models used as examples and case studies in the book are also available on the author's website: http://arunkt.wix.com/homepage#!textbook/c397